Rename features.variables to variables_old; update FeatureExtractor

miplearn/components/primal.py

@@ -104,7 +104,7 @@ class PrimalSolutionComponent(Component):
 
     def sample_predict(self, sample: Sample) -> Solution:
         assert sample.after_load is not None
-        assert sample.after_load.variables is not None
+        assert sample.after_load.variables_old is not None
 
         # Compute y_pred
         x, _ = self.sample_xy(None, sample)
@@ -125,9 +125,9 @@ class PrimalSolutionComponent(Component):
             ).T
 
         # Convert y_pred into solution
-        solution: Solution = {v: None for v in sample.after_load.variables.keys()}
+        solution: Solution = {v: None for v in sample.after_load.variables_old.keys()}
         category_offset: Dict[Hashable, int] = {cat: 0 for cat in x.keys()}
-        for (var_name, var_features) in sample.after_load.variables.items():
+        for (var_name, var_features) in sample.after_load.variables_old.items():
             category = var_features.category
             if category not in category_offset:
                 continue
@@ -150,8 +150,8 @@ class PrimalSolutionComponent(Component):
         y: Dict = {}
         assert sample.after_load is not None
         assert sample.after_load.instance is not None
-        assert sample.after_load.variables is not None
+        assert sample.after_load.variables_old is not None
-        for (var_name, var) in sample.after_load.variables.items():
+        for (var_name, var) in sample.after_load.variables_old.items():
             # Initialize categories
             category = var.category
             if category is None:
@@ -162,17 +162,17 @@ class PrimalSolutionComponent(Component):
 
             # Features
             features = list(sample.after_load.instance.to_list())
-            features.extend(sample.after_load.variables[var_name].to_list())
+            features.extend(sample.after_load.variables_old[var_name].to_list())
             if sample.after_lp is not None:
-                assert sample.after_lp.variables is not None
+                assert sample.after_lp.variables_old is not None
-                features.extend(sample.after_lp.variables[var_name].to_list())
+                features.extend(sample.after_lp.variables_old[var_name].to_list())
             x[category].append(features)
 
             # Labels
             if sample.after_mip is not None:
-                assert sample.after_mip.variables is not None
+                assert sample.after_mip.variables_old is not None
-                assert sample.after_mip.variables[var_name] is not None
+                assert sample.after_mip.variables_old[var_name] is not None
-                opt_value = sample.after_mip.variables[var_name].value
+                opt_value = sample.after_mip.variables_old[var_name].value
                 assert opt_value is not None
                 assert 0.0 - 1e-5 <= opt_value <= 1.0 + 1e-5, (
                     f"Variable {var_name} has non-binary value {opt_value} in the "
@@ -190,9 +190,9 @@ class PrimalSolutionComponent(Component):
         sample: Sample,
     ) -> Dict[Hashable, Dict[str, float]]:
         assert sample.after_mip is not None
-        assert sample.after_mip.variables is not None
+        assert sample.after_mip.variables_old is not None
 
-        solution_actual = sample.after_mip.variables
+        solution_actual = sample.after_mip.variables_old
         solution_pred = self.sample_predict(sample)
         vars_all, vars_one, vars_zero = set(), set(), set()
         pred_one_positive, pred_zero_positive = set(), set()

miplearn/features.py

@@ -34,7 +34,7 @@ class InstanceFeatures:
 class VariableFeatures:
     names: Optional[Tuple[str, ...]] = None
     basis_status: Optional[Tuple[str, ...]] = None
-    categories: Optional[Tuple[Hashable, ...]] = None
+    categories: Optional[Tuple[Optional[Hashable], ...]] = None
     lower_bounds: Optional[Tuple[float, ...]] = None
     obj_coeffs: Optional[Tuple[float, ...]] = None
     reduced_costs: Optional[Tuple[float, ...]] = None
@@ -46,7 +46,7 @@ class VariableFeatures:
     sa_ub_up: Optional[Tuple[float, ...]] = None
     types: Optional[Tuple[str, ...]] = None
     upper_bounds: Optional[Tuple[float, ...]] = None
-    user_features: Optional[Tuple[Tuple[float, ...]]] = None
+    user_features: Optional[Tuple[Optional[Tuple[float, ...]], ...]] = None
     values: Optional[Tuple[float, ...]] = None
 
 
@@ -135,7 +135,8 @@ class Constraint:
 @dataclass
 class Features:
     instance: Optional[InstanceFeatures] = None
-    variables: Optional[Dict[str, Variable]] = None
+    variables: Optional[VariableFeatures] = None
+    variables_old: Optional[Dict[str, Variable]] = None
     constraints: Optional[Dict[str, Constraint]] = None
     lp_solve: Optional["LPSolveStats"] = None
     mip_solve: Optional["MIPSolveStats"] = None
@@ -153,8 +154,10 @@ class FeaturesExtractor:
     def __init__(
         self,
         internal_solver: "InternalSolver",
+        with_sa: bool = True,
     ) -> None:
         self.solver = internal_solver
+        self.with_sa = with_sa
 
     def extract(
         self,
@@ -162,7 +165,11 @@ class FeaturesExtractor:
         with_static: bool = True,
     ) -> Features:
         features = Features()
-        features.variables = self.solver.get_variables_old(
+        features.variables = self.solver.get_variables(
+            with_static=with_static,
+            with_sa=self.with_sa,
+        )
+        features.variables_old = self.solver.get_variables_old(
             with_static=with_static,
         )
         features.constraints = self.solver.get_constraints(
@@ -170,18 +177,19 @@ class FeaturesExtractor:
         )
         if with_static:
             self._extract_user_features_vars(instance, features)
+            self._extract_user_features_vars_old(instance, features)
             self._extract_user_features_constrs(instance, features)
             self._extract_user_features_instance(instance, features)
             self._extract_alvarez_2017(features)
         return features
 
-    def _extract_user_features_vars(
+    def _extract_user_features_vars_old(
         self,
         instance: "Instance",
         features: Features,
     ) -> None:
-        assert features.variables is not None
+        assert features.variables_old is not None
-        for (var_name, var) in features.variables.items():
+        for (var_name, var) in features.variables_old.items():
             user_features: Optional[List[float]] = None
             category: Category = instance.get_variable_category(var_name)
             if category is not None:
@@ -206,6 +214,45 @@ class FeaturesExtractor:
             var.category = category
             var.user_features = user_features
 
+    def _extract_user_features_vars(
+        self,
+        instance: "Instance",
+        features: Features,
+    ) -> None:
+        assert features.variables is not None
+        assert features.variables.names is not None
+        categories: List[Hashable] = []
+        user_features: List[Optional[Tuple[float, ...]]] = []
+        for (i, var_name) in enumerate(features.variables.names):
+            category: Hashable = instance.get_variable_category(var_name)
+            user_features_i: Optional[List[float]] = None
+            if category is not None:
+                assert isinstance(category, collections.Hashable), (
+                    f"Variable category must be be hashable. "
+                    f"Found {type(category).__name__} instead for var={var_name}."
+                )
+                user_features_i = instance.get_variable_features(var_name)
+                if isinstance(user_features_i, np.ndarray):
+                    user_features_i = user_features_i.tolist()
+                assert isinstance(user_features_i, list), (
+                    f"Variable features must be a list. "
+                    f"Found {type(user_features_i).__name__} instead for "
+                    f"var={var_name}."
+                )
+                for v in user_features_i:
+                    assert isinstance(v, numbers.Real), (
+                        f"Variable features must be a list of numbers. "
+                        f"Found {type(v).__name__} instead "
+                        f"for var={var_name}."
+                    )
+            categories.append(category)
+            if user_features_i is None:
+                user_features.append(None)
+            else:
+                user_features.append(tuple(user_features_i))
+        features.variables.categories = tuple(categories)
+        features.variables.user_features = tuple(user_features)
+
     def _extract_user_features_constrs(
         self,
         instance: "Instance",
@@ -265,18 +312,18 @@ class FeaturesExtractor:
         )
 
     def _extract_alvarez_2017(self, features: Features) -> None:
-        assert features.variables is not None
+        assert features.variables_old is not None
 
         pos_obj_coeff_sum = 0.0
         neg_obj_coeff_sum = 0.0
-        for (varname, var) in features.variables.items():
+        for (varname, var) in features.variables_old.items():
             if var.obj_coeff is not None:
                 if var.obj_coeff > 0:
                     pos_obj_coeff_sum += var.obj_coeff
                 if var.obj_coeff < 0:
                     neg_obj_coeff_sum += -var.obj_coeff
 
-        for (varname, var) in features.variables.items():
+        for (varname, var) in features.variables_old.items():
             assert isinstance(var, Variable)
             f: List[float] = []
             if var.obj_coeff is not None:

miplearn/solvers/gurobi.py

@@ -393,13 +393,12 @@ class GurobiSolver(InternalSolver):
             else:
                 raise Exception(f"unknown vbasis: {basis_status}")
 
-        names, upper_bounds, lower_bounds, types, values = None, None, None, None, None
+        upper_bounds, lower_bounds, types, values = None, None, None, None
         obj_coeffs, reduced_costs, basis_status = None, None, None
         sa_obj_up, sa_ub_up, sa_lb_up = None, None, None
         sa_obj_down, sa_ub_down, sa_lb_down = None, None, None
 
         if with_static:
-            names = self._var_names
             upper_bounds = self._var_ubs
             lower_bounds = self._var_lbs
             types = self._var_types
@@ -426,7 +425,7 @@ class GurobiSolver(InternalSolver):
             values = tuple(model.getAttr("x", self._gp_vars))
 
         return VariableFeatures(
-            names=names,
+            names=self._var_names,
             upper_bounds=upper_bounds,
             lower_bounds=lower_bounds,
             types=types,

miplearn/solvers/pyomo/base.py

@@ -210,13 +210,13 @@ class BasePyomoSolver(InternalSolver):
             for idx in var:
                 v = var[idx]
 
-                if with_static:
+                # Variable name
-                    # Variable name
+                if idx is None:
-                    if idx is None:
+                    names.append(str(var))
-                        names.append(str(var))
+                else:
-                    else:
+                    names.append(f"{var}[{idx}]")
-                        names.append(f"{var}[{idx}]")
 
+                if with_static:
                     # Variable type
                     if v.domain == pyomo.core.Binary:
                         types.append("B")
@@ -250,7 +250,6 @@ class BasePyomoSolver(InternalSolver):
                 if self._has_lp_solution or self._has_mip_solution:
                     values.append(v.value)
 
-        names_t: Optional[Tuple[str, ...]] = None
         types_t: Optional[Tuple[str, ...]] = None
         upper_bounds_t: Optional[Tuple[float, ...]] = None
         lower_bounds_t: Optional[Tuple[float, ...]] = None
@@ -259,7 +258,6 @@ class BasePyomoSolver(InternalSolver):
         values_t: Optional[Tuple[float, ...]] = None
 
         if with_static:
-            names_t = tuple(names)
             types_t = tuple(types)
             upper_bounds_t = tuple(upper_bounds)
             lower_bounds_t = tuple(lower_bounds)
@@ -272,7 +270,7 @@ class BasePyomoSolver(InternalSolver):
             values_t = tuple(values)
 
         return VariableFeatures(
-            names=names_t,
+            names=tuple(names),
             types=types_t,
             upper_bounds=upper_bounds_t,
             lower_bounds=lower_bounds_t,

miplearn/solvers/tests/__init__.py

@@ -138,6 +138,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
         _filter_attrs(
             solver.get_variable_attrs(),
             VariableFeatures(
+                names=("x[0]", "x[1]", "x[2]", "x[3]", "z"),
                 basis_status=("U", "B", "U", "L", "U"),
                 reduced_costs=(193.615385, 0.0, 187.230769, -23.692308, 13.538462),
                 sa_lb_down=(-inf, -inf, -inf, -0.111111, -inf),
@@ -200,7 +201,10 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
         _round(solver.get_variables(with_static=False)),
         _filter_attrs(
             solver.get_variable_attrs(),
-            VariableFeatures(values=(1.0, 0.0, 1.0, 1.0, 61.0)),
+            VariableFeatures(
+                names=("x[0]", "x[1]", "x[2]", "x[3]", "z"),
+                values=(1.0, 0.0, 1.0, 1.0, 61.0),
+            ),
         ),
     )
 

tests/components/test_primal.py

@@ -28,7 +28,7 @@ def sample() -> Sample:
     sample = Sample(
         after_load=Features(
             instance=InstanceFeatures(),
-            variables={
+            variables_old={
                 "x[0]": Variable(category="default"),
                 "x[1]": Variable(category=None),
                 "x[2]": Variable(category="default"),
@@ -36,7 +36,7 @@ def sample() -> Sample:
             },
         ),
         after_lp=Features(
-            variables={
+            variables_old={
                 "x[0]": Variable(),
                 "x[1]": Variable(),
                 "x[2]": Variable(),
@@ -44,7 +44,7 @@ def sample() -> Sample:
             },
         ),
         after_mip=Features(
-            variables={
+            variables_old={
                 "x[0]": Variable(value=0.0),
                 "x[1]": Variable(value=1.0),
                 "x[2]": Variable(value=1.0),
@@ -53,13 +53,13 @@ def sample() -> Sample:
         ),
     )
     sample.after_load.instance.to_list = Mock(return_value=[5.0])  # type: ignore
-    sample.after_lp.variables["x[0]"].to_list = Mock(  # type: ignore
+    sample.after_lp.variables_old["x[0]"].to_list = Mock(  # type: ignore
         return_value=[0.0, 0.0]
     )
-    sample.after_lp.variables["x[2]"].to_list = Mock(  # type: ignore
+    sample.after_lp.variables_old["x[2]"].to_list = Mock(  # type: ignore
         return_value=[1.0, 0.0]
     )
-    sample.after_lp.variables["x[3]"].to_list = Mock(  # type: ignore
+    sample.after_lp.variables_old["x[3]"].to_list = Mock(  # type: ignore
         return_value=[1.0, 1.0]
     )
     return sample

tests/problems/test_tsp.py

@@ -43,13 +43,13 @@ def test_instance() -> None:
     assert instance.samples[0].after_mip is not None
     features = instance.samples[0].after_mip
     assert features is not None
-    assert features.variables is not None
+    assert features.variables_old is not None
-    assert features.variables["x[(0, 1)]"].value == 1.0
+    assert features.variables_old["x[(0, 1)]"].value == 1.0
-    assert features.variables["x[(0, 2)]"].value == 0.0
+    assert features.variables_old["x[(0, 2)]"].value == 0.0
-    assert features.variables["x[(0, 3)]"].value == 1.0
+    assert features.variables_old["x[(0, 3)]"].value == 1.0
-    assert features.variables["x[(1, 2)]"].value == 1.0
+    assert features.variables_old["x[(1, 2)]"].value == 1.0
-    assert features.variables["x[(1, 3)]"].value == 0.0
+    assert features.variables_old["x[(1, 3)]"].value == 0.0
-    assert features.variables["x[(2, 3)]"].value == 1.0
+    assert features.variables_old["x[(2, 3)]"].value == 1.0
     assert features.mip_solve is not None
     assert features.mip_solve.mip_lower_bound == 4.0
     assert features.mip_solve.mip_upper_bound == 4.0
@@ -79,12 +79,12 @@ def test_subtour() -> None:
     lazy_enforced = features.extra["lazy_enforced"]
     assert lazy_enforced is not None
     assert len(lazy_enforced) > 0
-    assert features.variables is not None
+    assert features.variables_old is not None
-    assert features.variables["x[(0, 1)]"].value == 1.0
+    assert features.variables_old["x[(0, 1)]"].value == 1.0
-    assert features.variables["x[(0, 4)]"].value == 1.0
+    assert features.variables_old["x[(0, 4)]"].value == 1.0
-    assert features.variables["x[(1, 2)]"].value == 1.0
+    assert features.variables_old["x[(1, 2)]"].value == 1.0
-    assert features.variables["x[(2, 3)]"].value == 1.0
+    assert features.variables_old["x[(2, 3)]"].value == 1.0
-    assert features.variables["x[(3, 5)]"].value == 1.0
+    assert features.variables_old["x[(3, 5)]"].value == 1.0
-    assert features.variables["x[(4, 5)]"].value == 1.0
+    assert features.variables_old["x[(4, 5)]"].value == 1.0
     solver.fit([instance])
     solver.solve(instance)

tests/solvers/test_learning_solver.py

@@ -39,12 +39,12 @@ def test_learning_solver(
 
             after_mip = sample.after_mip
             assert after_mip is not None
-            assert after_mip.variables is not None
+            assert after_mip.variables_old is not None
             assert after_mip.mip_solve is not None
-            assert after_mip.variables["x[0]"].value == 1.0
+            assert after_mip.variables_old["x[0]"].value == 1.0
-            assert after_mip.variables["x[1]"].value == 0.0
+            assert after_mip.variables_old["x[1]"].value == 0.0
-            assert after_mip.variables["x[2]"].value == 1.0
+            assert after_mip.variables_old["x[2]"].value == 1.0
-            assert after_mip.variables["x[3]"].value == 1.0
+            assert after_mip.variables_old["x[3]"].value == 1.0
             assert after_mip.mip_solve.mip_lower_bound == 1183.0
             assert after_mip.mip_solve.mip_upper_bound == 1183.0
             assert after_mip.mip_solve.mip_log is not None
@@ -52,16 +52,16 @@ def test_learning_solver(
 
             after_lp = sample.after_lp
             assert after_lp is not None
-            assert after_lp.variables is not None
+            assert after_lp.variables_old is not None
             assert after_lp.lp_solve is not None
-            assert after_lp.variables["x[0]"].value is not None
+            assert after_lp.variables_old["x[0]"].value is not None
-            assert after_lp.variables["x[1]"].value is not None
+            assert after_lp.variables_old["x[1]"].value is not None
-            assert after_lp.variables["x[2]"].value is not None
+            assert after_lp.variables_old["x[2]"].value is not None
-            assert after_lp.variables["x[3]"].value is not None
+            assert after_lp.variables_old["x[3]"].value is not None
-            assert round(after_lp.variables["x[0]"].value, 3) == 1.000
+            assert round(after_lp.variables_old["x[0]"].value, 3) == 1.000
-            assert round(after_lp.variables["x[1]"].value, 3) == 0.923
+            assert round(after_lp.variables_old["x[1]"].value, 3) == 0.923
-            assert round(after_lp.variables["x[2]"].value, 3) == 1.000
+            assert round(after_lp.variables_old["x[2]"].value, 3) == 1.000
-            assert round(after_lp.variables["x[3]"].value, 3) == 0.000
+            assert round(after_lp.variables_old["x[3]"].value, 3) == 0.000
             assert after_lp.lp_solve.lp_value is not None
             assert round(after_lp.lp_solve.lp_value, 3) == 1287.923
             assert after_lp.lp_solve.lp_log is not None

tests/test_features.py

@@ -7,9 +7,15 @@ from miplearn.features import (
     InstanceFeatures,
     Variable,
     Constraint,
+    VariableFeatures,
 )
 from miplearn.solvers.gurobi import GurobiSolver
-from miplearn.solvers.tests import assert_equals, _round_variables, _round_constraints
+from miplearn.solvers.tests import (
+    assert_equals,
+    _round_variables,
+    _round_constraints,
+    _round,
+)
 
 inf = float("inf")
 
@@ -22,113 +28,36 @@ def test_knapsack() -> None:
     solver.solve_lp()
 
     features = FeaturesExtractor(solver).extract(instance)
-    assert features.variables is not None
+    assert features.variables_old is not None
     assert features.constraints is not None
     assert features.instance is not None
 
     assert_equals(
-        _round_variables(features.variables),
+        _round(features.variables),
-        {
+        VariableFeatures(
-            "x[0]": Variable(
+            names=("x[0]", "x[1]", "x[2]", "x[3]", "z"),
-                basis_status="U",
+            basis_status=("U", "B", "U", "L", "U"),
-                category="default",
+            categories=("default", "default", "default", "default", None),
-                lower_bound=0.0,
+            lower_bounds=(0.0, 0.0, 0.0, 0.0, 0.0),
-                obj_coeff=505.0,
+            obj_coeffs=(505.0, 352.0, 458.0, 220.0, 0.0),
-                reduced_cost=193.615385,
+            reduced_costs=(193.615385, 0.0, 187.230769, -23.692308, 13.538462),
-                sa_lb_down=-inf,
+            sa_lb_down=(-inf, -inf, -inf, -0.111111, -inf),
-                sa_lb_up=1.0,
+            sa_lb_up=(1.0, 0.923077, 1.0, 1.0, 67.0),
-                sa_obj_down=311.384615,
+            sa_obj_down=(311.384615, 317.777778, 270.769231, -inf, -13.538462),
-                sa_obj_up=inf,
+            sa_obj_up=(inf, 570.869565, inf, 243.692308, inf),
-                sa_ub_down=0.913043,
+            sa_ub_down=(0.913043, 0.923077, 0.9, 0.0, 43.0),
-                sa_ub_up=2.043478,
+            sa_ub_up=(2.043478, inf, 2.2, inf, 69.0),
-                type="B",
+            types=("B", "B", "B", "B", "C"),
-                upper_bound=1.0,
+            upper_bounds=(1.0, 1.0, 1.0, 1.0, 67.0),
-                user_features=[23.0, 505.0],
+            user_features=(
-                value=1.0,
+                (23.0, 505.0),
-                alvarez_2017=[1.0, 0.32899, 0.0, 0.0, 1.0, 1.0, 5.265874, 46.051702],
+                (26.0, 352.0),
+                (20.0, 458.0),
+                (18.0, 220.0),
+                None,
             ),
-            "x[1]": Variable(
+            values=(1.0, 0.923077, 1.0, 0.0, 67.0),
-                basis_status="B",
+        ),
-                category="default",
-                lower_bound=0.0,
-                obj_coeff=352.0,
-                reduced_cost=0.0,
-                sa_lb_down=-inf,
-                sa_lb_up=0.923077,
-                sa_obj_down=317.777778,
-                sa_obj_up=570.869565,
-                sa_ub_down=0.923077,
-                sa_ub_up=inf,
-                type="B",
-                upper_bound=1.0,
-                user_features=[26.0, 352.0],
-                value=0.923077,
-                alvarez_2017=[
-                    1.0,
-                    0.229316,
-                    0.0,
-                    0.076923,
-                    1.0,
-                    1.0,
-                    3.532875,
-                    5.388476,
-                ],
-            ),
-            "x[2]": Variable(
-                basis_status="U",
-                category="default",
-                lower_bound=0.0,
-                obj_coeff=458.0,
-                reduced_cost=187.230769,
-                sa_lb_down=-inf,
-                sa_lb_up=1.0,
-                sa_obj_down=270.769231,
-                sa_obj_up=inf,
-                sa_ub_down=0.9,
-                sa_ub_up=2.2,
-                type="B",
-                upper_bound=1.0,
-                user_features=[20.0, 458.0],
-                value=1.0,
-                alvarez_2017=[1.0, 0.298371, 0.0, 0.0, 1.0, 1.0, 5.232342, 46.051702],
-            ),
-            "x[3]": Variable(
-                basis_status="L",
-                category="default",
-                lower_bound=0.0,
-                obj_coeff=220.0,
-                reduced_cost=-23.692308,
-                sa_lb_down=-0.111111,
-                sa_lb_up=1.0,
-                sa_obj_down=-inf,
-                sa_obj_up=243.692308,
-                sa_ub_down=0.0,
-                sa_ub_up=inf,
-                type="B",
-                upper_bound=1.0,
-                user_features=[18.0, 220.0],
-                value=0.0,
-                alvarez_2017=[1.0, 0.143322, 0.0, 0.0, 1.0, -1.0, 46.051702, 3.16515],
-            ),
-            "z": Variable(
-                basis_status="U",
-                category=None,
-                lower_bound=0.0,
-                obj_coeff=0.0,
-                reduced_cost=13.538462,
-                sa_lb_down=-inf,
-                sa_lb_up=67.0,
-                sa_obj_down=-13.538462,
-                sa_obj_up=inf,
-                sa_ub_down=43.0,
-                sa_ub_up=69.0,
-                type="C",
-                upper_bound=67.0,
-                user_features=None,
-                value=67.0,
-                alvarez_2017=[0.0, 0.0, 0.0, 0.0, 1.0, -1.0, 0.0, 0.0],
-            ),
-        },
     )
     assert_equals(
         _round_constraints(features.constraints),